+423.4%
PBF vs LBRT
+22.2%
+401.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.2% |
| 7D | -4.0% | -1.9% | -2.1% | -3.5% |
| 30D | -18.0% | -32.0% | +14.0% | -3.1% |
| 3M | +0.9% | -39.7% | +40.6% | +25.5% |
| 6M | +65.7% | -61.1% | +126.8% | +148.0% |
| YTD | +161.9% | -29.4% | +191.2% | +181.7% |
| 1Y | +77.8% | -24.5% | +102.3% | +83.3% |
| 3Y | +74.9% | -28.1% | +103.0% | +64.4% |
| 5Y | +423.4% | +23.9% | +399.5% | +215.7% |
| All | +423.4% | +22.2% | +401.1% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling